+12.5%
STZ vs LII
+166.2%
-153.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +19.6% | -2.4% | +22.0% | +20.2% |
| 3M | +10.0% | -17.5% | +27.4% | +16.0% |
| 6M | -0.3% | -32.8% | +32.6% | +10.0% |
| YTD | +8.6% | -27.7% | +36.3% | +16.0% |
| 1Y | +16.6% | -28.1% | +44.7% | +24.7% |
| 3Y | -34.8% | -9.7% | -25.1% | -37.8% |
| 5Y | -27.8% | +19.5% | -47.3% | -39.6% |
| 10Y | +12.5% | +170.6% | -158.1% | -33.0% |
| All | +12.5% | +166.2% | -153.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling